Lévy Processes in a Step 3 Nilpotent Lie Group
Author | : John Eric Haga |
Publisher | : |
Total Pages | : 94 |
Release | : 2012 |
Genre | : |
ISBN | : |
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Author | : John Eric Haga |
Publisher | : |
Total Pages | : 94 |
Release | : 2012 |
Genre | : |
ISBN | : |
Author | : John Eric Haga |
Publisher | : |
Total Pages | : 0 |
Release | : 2012 |
Genre | : |
ISBN | : |
Author | : David Applebaum |
Publisher | : Springer |
Total Pages | : 236 |
Release | : 2014-06-26 |
Genre | : Mathematics |
ISBN | : 3319078429 |
Probability theory on compact Lie groups deals with the interaction between “chance” and “symmetry,” a beautiful area of mathematics of great interest in its own sake but which is now also finding increasing applications in statistics and engineering (particularly with respect to signal processing). The author gives a comprehensive introduction to some of the principle areas of study, with an emphasis on applicability. The most important topics presented are: the study of measures via the non-commutative Fourier transform, existence and regularity of densities, properties of random walks and convolution semigroups of measures and the statistical problem of deconvolution. The emphasis on compact (rather than general) Lie groups helps readers to get acquainted with what is widely seen as a difficult field but which is also justified by the wealth of interesting results at this level and the importance of these groups for applications. The book is primarily aimed at researchers working in probability, stochastic analysis and harmonic analysis on groups. It will also be of interest to mathematicians working in Lie theory and physicists, statisticians and engineers who are working on related applications. A background in first year graduate level measure theoretic probability and functional analysis is essential; a background in Lie groups and representation theory is certainly helpful but the first two chapters also offer orientation in these subjects.
Author | : H Kunita |
Publisher | : CRC Press |
Total Pages | : 340 |
Release | : 1994-08-22 |
Genre | : Mathematics |
ISBN | : 9780582244900 |
The book discusses the following topics in stochastic analysis: 1. Stochastic analysis related to Lie groups: stochastic analysis of loop spaces and infinite dimensional manifolds has been developed rapidly after the fundamental works of Gross and Malliavin. (Lectures by Driver, Gross, Mitoma, and Sengupta.)
Author | : Ming Liao |
Publisher | : Cambridge University Press |
Total Pages | : 292 |
Release | : 2004-05-10 |
Genre | : Mathematics |
ISBN | : 9780521836531 |
Up-to-the minute research on important stochastic processes.
Author | : Gregory S. Chirikjian |
Publisher | : CRC Press |
Total Pages | : 555 |
Release | : 2021-02-25 |
Genre | : Mathematics |
ISBN | : 1000697339 |
First published in 2001. The classical Fourier transform is one of the most widely used mathematical tools in engineering. However, few engineers know that extensions of harmonic analysis to functions on groups holds great potential for solving problems in robotics, image analysis, mechanics, and other areas. For those that may be aware of its potential value, there is still no place they can turn to for a clear presentation of the background they need to apply the concept to engineering problems. Engineering Applications of Noncommutative Harmonic Analysis brings this powerful tool to the engineering world. Written specifically for engineers and computer scientists, it offers a practical treatment of harmonic analysis in the context of particular Lie groups (rotation and Euclidean motion). It presents only a limited number of proofs, focusing instead on providing a review of the fundamental mathematical results unknown to most engineers and detailed discussions of specific applications. Advances in pure mathematics can lead to very tangible advances in engineering, but only if they are available and accessible to engineers. Engineering Applications of Noncommutative Harmonic Analysis provides the means for adding this valuable and effective technique to the engineer's toolbox.
Author | : |
Publisher | : |
Total Pages | : 1164 |
Release | : 2007 |
Genre | : Mathematics |
ISBN | : |
Author | : Ian M Davies |
Publisher | : World Scientific |
Total Pages | : 522 |
Release | : 1996-03-20 |
Genre | : |
ISBN | : 9814548111 |
This volume contains papers which were presented at a meeting entitled “Stochastic Analysis and Applications“ held at Gregynog Hall, Powys, from the 9th — 14th July 1995. The meeting consisted of a mixture of plenary/review talks and special interest sessions covering most of the current areas of activity in stochastic analysis. The meeting was jointly organized by the Department of Mathematics, University of Wales Swansea and the Mathematics Institute, University of Warwick in connection with the Stochastic Analysis year of activity. The papers contained herein are accessible to workers in the field of stochastic analysis and give a good coverage of topics of current interest in the research community.
Author | : Gregory Budzban |
Publisher | : American Mathematical Soc. |
Total Pages | : 250 |
Release | : 2000 |
Genre | : Mathematics |
ISBN | : 0821820273 |
This volume presents results from an AMS Special Session held on the topic in Gainesville (FL). Papers included are written by an international group of well-known specialists who offer an important cross-section of current work in the field. In addition there are two expository papers that provide an avenue for non-specialists to comprehend problems in this area. The breadth of research in this area is evident by the variety of articles presented in the volume. Results concern probability on Lie groups and general locally compact groups. Generalizations of groups appear as hypergroups, abstract semigroups, and semigroups of matrices. Work on symmetric cones is included. Lastly, there are a number of articles on the current progress in constructing stochastic processes on quantum groups.
Author | : Wilfried Hazod |
Publisher | : Springer Science & Business Media |
Total Pages | : 626 |
Release | : 2013-03-14 |
Genre | : Mathematics |
ISBN | : 940173061X |
Generalising classical concepts of probability theory, the investigation of operator (semi)-stable laws as possible limit distributions of operator-normalized sums of i.i.d. random variable on finite-dimensional vector space started in 1969. Currently, this theory is still in progress and promises interesting applications. Parallel to this, similar stability concepts for probabilities on groups were developed during recent decades. It turns out that the existence of suitable limit distributions has a strong impact on the structure of both the normalizing automorphisms and the underlying group. Indeed, investigations in limit laws led to contractable groups and - at least within the class of connected groups - to homogeneous groups, in particular to groups that are topologically isomorphic to a vector space. Moreover, it has been shown that (semi)-stable measures on groups have a vector space counterpart and vice versa. The purpose of this book is to describe the structure of limit laws and the limit behaviour of normalized i.i.d. random variables on groups and on finite-dimensional vector spaces from a common point of view. This will also shed a new light on the classical situation. Chapter 1 provides an introduction to stability problems on vector spaces. Chapter II is concerned with parallel investigations for homogeneous groups and in Chapter III the situation beyond homogeneous Lie groups is treated. Throughout, emphasis is laid on the description of features common to the group- and vector space situation. Chapter I can be understood by graduate students with some background knowledge in infinite divisibility. Readers of Chapters II and III are assumed to be familiar with basic techniques from probability theory on locally compact groups.